+23.8%
AGNC vs BBAI
-71.3%
+95.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | -4.7% | -1.7% | -3.0% | -4.7% |
| 30D | -5.7% | -12.0% | +6.3% | -5.5% |
| 3M | +1.9% | -30.7% | +32.5% | +2.3% |
| 6M | +1.8% | -30.7% | +32.5% | +2.1% |
| YTD | +3.4% | -46.9% | +50.3% | +4.0% |
| 1Y | +13.6% | -41.1% | +54.7% | +13.9% |
| 3Y | +60.4% | +65.9% | -5.5% | +57.6% |
| 5Y | +27.0% | -70.9% | +97.8% | +24.0% |
| All | +23.8% | -71.3% | +95.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling